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    • Quant Research - New York - DV Trading

    DV Trading
    DV Trading New York

    4 days ago

    Default job background
    Description

    About DV Trading

    Located in Chicago, the DV Group of financial services firms has been a leading player in the global market for over 15 years.

    The company was founded after spinning out of a large brokerage firm in 2016 and has since grown to employ over 350 people across North America and Europe.

    DV Trading is a proprietary trading firm that utilizes its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users.

    The company's affiliate divisions include two broker dealers, a cryptocurrency market making firm, and an investment adviser.

    DV Energy

    A rapidly growing division, DV Energy specializes in trading crude oil, refined products, natural gas, and related energy markets across the US, Europe, and Asia.

    The team's expertise in proprietary risk management and trading methodologies, combined with their ability to adapt to changing conditions, has allowed DV Energy to become one of the largest financial participants within the global energy complex.

    Responsibilities

    • Develop advanced pricing models and risk management strategies for commodities.
    • Implement these models in our quant library and trading/risk platforms.
    • Improve VaR methodology for options and commodity products.
    • Develop and enhance the risk management platform used by traders to hedge trades and aggregate positions.

    Requirements

    • 3+ years of experience in a quantitative research role with a focus on options pricing, volatility surfaces, VaR and risk management.
    • Advanced graduate degree (MS or PhD) or equivalent, in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science).
    • Demonstrate experience with advanced math models and their efficient implementation.
    • Experience in a front-office trading environment.
    • Experience in derivatives pricing models and hedging technique.
    • Demonstrate strong programming skills (Python, C++) with several years of programming experience.
    • Business driven with excellent communication.
    • Demonstrate strong attention to detail and able to take the lead on projects.
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